Stochastic approximation algorithms with constant step size whose average is cooperative

DOI10.1214/aoap/1029962603zbMath0983.62046OpenAlexW1978689560MaRDI QIDQ1296595

Michel Benaïm, Morris W. Hirsch

Publication date: 25 April 2002

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1029962603

zbMATH Keywords

weak convergencelarge deviationscooperative vector fieldstheory of learning in games

Mathematics Subject Classification ID

Game theory (91A99) Other game-theoretic models (91A40) Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35) Ordinary differential equations and systems with randomness (34F05) Applications of dynamical systems (37N99) Evolutionary games (91A22)

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